搜索结果: 46-60 共查到“统计学 Variance”相关记录66条 . 查询时间(0.152 秒)
Simultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression
Gaussian regression heteroscedasticity model selection Kullback risk convergence rate
2009/9/16
Let $Y$ be a Gaussian vector of $R^{n}$ of mean $s$ and diagonal covariance matrix $Gamma$. Our aim is to estimate both $s$ and the entries $sigma_{i}=Gamma_{i,i}$, for $i=1,dots,n$, on the basis of t...
Weyl Chambers, Symmetric Spaces and Number Variance Saturation
Symmetric Spaces Number Variance Saturation
2009/6/12
Weyl Chambers, Symmetric Spaces and Number Variance Saturation.
Diffusive variance for a tagged particle in d<3 asymmetric simple exclusion
diffusive variance tagged particle asymmetric simple exclusion
2009/6/12
Diffusive variance for a tagged particle in d<3 asymmetric simple exclusion.
A Controller And A Stopper Game With Degenerate Variance Control
stochasticgames optimalstopping degeneratediusions saddlepoint
2009/4/22
We consider a zero sum stochastic differential game which involves two players, emph{the controller} and emph{the stopper}. The stopper selects the stopping rule which halts the game. The controller c...
Strong Approximation for Mixing Sequences with Infinite Variance
mixing sequence domain of attraction of the normal law truncation blocking
2009/4/22
In this paper we prove a strong approximation result for a mixing sequence with infinite variance and logarithmic decay rate of the mixing coefficient. The result is proved under the assumption that t...
A Controller And A Stopper Game With Degenerate Variance Control
Controller stochastic differential game diffusion coefficient
2009/4/1
We consider a zero sum stochastic differential game which involves two players, emph{the controller} and emph{the stopper}. The stopper selects the stopping rule which halts the game. The controller c...
Strong Approximation for Mixing Sequences with Infinite Variance
Approximation Mixing Sequences
2009/4/1
In this paper we prove a strong approximation result for a mixing sequence with infinite variance and logarithmic decay rate of the mixing coefficient. The result is proved under the assumption that t...
Gaussian model selection with an unknown variance
Model selection penalized criterion AIC FPE BIC AMDL variable selection change-points detection adaptive estimation
2010/4/26
Let Y be a Gaussian vector whose components are independent
with a common unknown variance. We consider the problem of estimating
the mean μ of Y by model selection. More precisely, we start
with a...
Central limit theorems for Markov chains are considered, and in particular the relationships between various expressions for asymptotic variance known from the literature. These turn out to be equal u...
Asymptotic variance of functionals of discrete-time Markov chains via the Drazin inverse.
Markov chain state space transition kernel
2009/3/23
We consider a ψ-irreducible, discrete-time Markov chain on a general state space with transition kernel P. Under suitable conditions on the chain, kernels can be treated as bounded linear operators...
A Class of Estimators for Estimating the Variance of the Ratio Estimator
class of estimators estimation of variance ratio and regression type estimators
2009/3/9
In this paper we have proposed a class of estimators for the variance of the ratio estimator which includes two standard estimators V0, V2 and the estimators VH and V3 suggested by Royall and Eberhard...
An Efficient Class of Chain Estimators of Population Variance under Sub-Sampling Scheme
auxiliary variable chain estimator consistent estimator double sampling technique mean square error optimum estimator study variable
2009/3/9
For estimating the population variance S2y of study variable y, a class of chain estimators of S2y has been proposed in the presence of two auxiliary variables x and z by using known information on po...
Prediction of the Sample Variance of Marks for a Marked Spatial Point Process by the Threshold Method
marked spatial point process mean square error mixing condition non-ergodicity threshold method
2009/3/6
We discuss the prediction of the sample variance of marks of a marked spatial point process on a continuous space by the threshold method. The threshold method is a statistical prediction using only t...
A note on the stationary bootstrap's variance
Asymptotic expansion block bootstrap periodogram spectralestimation
2010/3/18
Because the stationary bootstrap resamples data blocks of random
length, this method has been thought to have the largest asymptotic
variance among block bootstraps Lahiri [Ann. Statist. 27 (1999)
...
NETWORKMOTIFS：MEAN AND VARIANCE FOR THE COUNT
network motif motif count random graph sequence of degrees
2009/2/25
Network motifs are at the core of modern studies on biological networks, trying to
encompass global features such as small-world or scale-free properties. Detection of
significant motifs may be base...